This OVA fits in the storylike between episode 4 and episode 5.
Team Pied Piper is assigned to take part in a special festival in Switzerland as part of Génération Bleu's public relations policy, but Fleur and Elena have Ao dress up as a girl much to his chagrin. At the festival, the trio find themselves running away from an insistent journalist until they are called back to confront a Secret that appears on the border of Italy.